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    A.3 Newton Raphson

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    Md Mahfuz Ahmed
    The Newton-Raphson method is an iterative method for finding the roots of a real-valued function. It uses the function value and derivative to generate improved approximations of the root with each iteration. The secant method is similar but does not require computing the derivative, instead using the slope of the secant line between successive points. Both methods start with an initial guess and iteratively compute new approximations that converge on the root, stopping when the change between iterations is small enough.

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    A.3 Newton Raphson

    Uploaded by

    Md Mahfuz Ahmed
    5 views10 pages
    The Newton-Raphson method is an iterative method for finding the roots of a real-valued function. It uses the function value and derivative to generate improved approximations of the root with each iteration. The secant method is similar but does not require computing the derivative, instead using the slope of the secant line between successive points. Both methods start with an initial guess and iteratively compute new approximations that converge on the root, stopping when the change between iterations is small enough.

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    The Newton-Raphson method is an iterative method for finding the roots of a real-valued function. It uses the function value and derivative to generate improved approximations of the root with each iteration. The secant method is similar but does not require computing the derivative, instead using the slope of the secant line between successive points. Both methods start with an initial guess and iteratively compute new approximations that converge on the root, stopping when the change between iterations is small enough.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views10 pages

    A.3 Newton Raphson

    Uploaded by

    Md Mahfuz Ahmed
    The Newton-Raphson method is an iterative method for finding the roots of a real-valued function. It uses the function value and derivative to generate improved approximations of the root with each iteration. The secant method is similar but does not require computing the derivative, instead using the slope of the secant line between successive points. Both methods start with an initial guess and iteratively compute new approximations that converge on the root, stopping when the change between iterations is small enough.

    Copyright:

    © All Rights Reserved
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    Flag for inappropriate content
    of 10

    A.

    Newton-Raphson Method
    Equation Solving
    • Given an approximate location (initial
    value)
    • find a single real root A
    Root
    Finding non-linear
    Single variable

    Bracktin
    Open
    g
    Methods
    Methods
    False-
    Iterative
    position

    Newton- Bisectio
    Rapson n

    Secant
    Method
    ● We want to solve f(x)=0 near xr
    Algorithm
    xr+1 ← initial guess value
    do {

    } while (⎪ xr+1 − xr ⎪> Q)

    We can compute the derivative numerically as


    follows:
    Limitations
    1. f′(xr+1)=0, local minima.

    2. f′(xr+1)≈0 , occurs when


    two roots are very close.

    3. xr and xr+1 recurs


    Convergence

    Second order
    convergence
    Example
    _______________________
    x^2-5x+4=0
    0 Xr=5.000 Xr+1=4.200
    1 Xr=4.200 Xr+1=4.012
    2 Xr=4.012 Xr+1=4.000
    3 Xr=4.000 Xr+1=4.000
    3 Xr=4.000 Xr+1=4.000

    _______________________
    e^(-x)-x=0
    0 Xr=1.000 Xr+1=0.538
    1 Xr=0.538 Xr+1=0.567
    2 Xr=0.567 Xr+1=0.567
    2 Xr=0.567 Xr+1=0.567

    _______________________
    xsin(x*x)-2cos(x)
    0 Xr=1.000 Xr+1=0.538
    1 Xr=0.538 Xr+1=0.567
    2 Xr=0.567 Xr+1=0.567
    2 Xr=0.567 Xr+1=0.567
    A.4

    Secant Method
    Concept
    ● Newton-Raphson method needs to compute f′(x)
    – It may be analytically complicated, or
    – Numerical evaluation may be time consuming

    • Tangent is replaced with chord ⇒ lower convergence


    rate
    Algorithm
    xr ← initial guess value
    xr+1 ← initial guess value
    do {

    } while (⎪ xr+1 − xr ⎪> Q)

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